WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,351
COMMITMENTS
104,339 84,373 74,150 269,188 273,747 447,677 432,270 37,674 53,081
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,206)
2,600 4,205 -2,172 -2,023 -1,148 -1,595 885 -2,611 -5,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 17.4 15.3 55.5 56.4 92.2 89.1 7.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
135 132 161 92 136 327 357
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,650,391
COMMITMENTS
569,049 110,321 237,109 671,176 1057520 1477334 1404950 173,057 245,441
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -9,477)
11,836 2,681 -373 -29,948 -3,138 -18,485 -830 9,008 -8,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 6.7 14.4 40.7 64.1 89.5 85.1 10.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 925)
290 132 250 244 411 659 716
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,551
COMMITMENTS
3,359 140 130 6,929 12,150 10,418 12,420 3,133 1,131
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -101)
183 76 -47 -414 -61 -278 -32 177 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 1.0 1.0 51.1 89.7 76.9 91.7 23.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 2 3 20 12 39 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,040
COMMITMENTS
193,604 55,806 109,663 277,314 384,464 580,581 549,933 55,459 86,107
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -553)
-9,832 3,849 8,894 2,453 -10,045 1,515 2,698 -2,068 -3,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 8.8 17.2 43.6 60.4 91.3 86.5 8.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
189 112 189 137 190 438 430
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,450
COMMITMENTS
21,005 1,998 209 8 5,666 21,222 7,873 3,228 16,577
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -952)
-1,025 16 -202 -9 -135 -1,236 -321 284 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.9 8.2 0.9 0.0 23.2 86.8 32.2 13.2 67.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 7 2 16 17 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,005
COMMITMENTS
116,689 39,514 40,677 155,179 246,329 312,545 326,520 40,460 26,485
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -16,055)
3,480 -1,689 -8,094 -8,679 -2,167 -13,293 -11,950 -2,762 -4,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 11.2 11.5 44.0 69.8 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
106 61 87 67 66 227 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 561,681
COMMITMENTS
58,187 102,732 8,078 366,070 298,008 432,335 408,818 129,346 152,863
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,003)
20,378 -8,988 -1,223 -1,441 19,300 17,714 9,089 -18,717 -10,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.3 1.4 65.2 53.1 77.0 72.8 23.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 28 18 64 65 101 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 321,225
COMMITMENTS
42,403 59,480 631 219,181 221,319 262,215 281,430 59,010 39,795
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -3,299)
-2,057 1,783 41 5,981 -4,954 3,965 -3,130 -7,264 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 18.5 0.2 68.2 68.9 81.6 87.6 18.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 10 2 31 32 36 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,527
COMMITMENTS
923 334 686 5,586 6,210 7,195 7,230 332 297
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -63)
345 59 -273 -87 211 -15 -3 -48 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 4.4 9.1 74.2 82.5 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 3 8 21 22 33 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,149
COMMITMENTS
57,519 34,313 28,091 109,948 142,863 195,558 205,267 38,591 28,882
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 8,877)
-1,231 2,963 2,804 7,770 1,315 9,343 7,082 -466 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 14.7 12.0 47.0 61.0 83.5 87.7 16.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
63 34 58 72 60 171 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,346
COMMITMENTS
7,544 3,376 1,396 8,473 17,888 17,413 22,660 6,933 1,686
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -166)
-326 -292 123 54 138 -149 -31 -17 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 13.9 5.7 34.8 73.5 71.5 93.1 28.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
49 15 17 23 21 80 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,054,794
COMMITMENTS
306,785 171,309 13,922 636,232 708,630 956,939 893,861 97,855 160,933
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 19,471)
51,676 -9,550 4,314 -49,525 25,299 6,465 20,063 13,006 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 16.2 1.3 60.3 67.2 90.7 84.7 9.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
44 58 21 94 122 149 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,626,116
COMMITMENTS
202,211 255,103 32,428 1150461 984,141 1385100 1271672 241,016 354,444
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -28,084)
-8,960 -37,982 4,617 7,796 46,803 3,453 13,438 -31,537 -41,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 15.7 2.0 70.7 60.5 85.2 78.2 14.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
40 65 31 107 130 160 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,354,954
COMMITMENTS
315,148 141,000 15,701 838,360 925,364 1169209 1082065 185,745 272,889
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 29,318)
17,756 1,445 816 11,647 41,311 30,219 43,572 -901 -14,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 10.4 1.2 61.9 68.3 86.3 79.9 13.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
27 43 11 88 103 118 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 682,782
COMMITMENTS
112,356 61,342 82,678 451,281 486,443 646,315 630,463 36,467 52,319
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 30,397)
3,211 3,271 8,919 20,719 19,210 32,849 31,400 -2,452 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 9.0 12.1 66.1 71.2 94.7 92.3 5.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
31 25 34 61 68 105 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,057
COMMITMENTS
20,437 4,538 13 25,406 40,602 45,856 45,153 7,202 7,905
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -6,204)
-5,642 171 -141 -767 -6,621 -6,549 -6,591 345 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 8.6 0.0 47.9 76.5 86.4 85.1 13.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 10 3 28 30 67 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,114
COMMITMENTS
40,874 9,076 26 50,811 81,203 91,711 90,305 14,403 15,809
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -12,407)
-11,283 341 -281 -1,533 -13,242 -13,097 -13,182 690 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 8.6 0.0 47.9 76.5 86.4 85.1 13.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 10 3 28 30 67 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,543
COMMITMENTS
4,693 2,006 37 1,684 5,580 6,414 7,623 2,129 920
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 119)
137 337 0 -20 -218 117 119 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 23.5 0.4 19.7 65.3 75.1 89.2 24.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 5 1 1 4 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,067
COMMITMENTS
652 1,221 47 10,261 9,555 10,960 10,823 107 244
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -162)
170 -102 21 -348 -44 -157 -125 -5 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 11.0 0.4 92.7 86.3 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 1 6 14 10 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,131
COMMITMENTS
1,527 820 554 26,864 26,269 28,945 27,643 186 1,488
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 522)
210 -1,051 554 -307 122 457 -375 65 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.8 1.9 92.2 90.2 99.4 94.9 0.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 1 8 14 13 20
Updated April 22, 2011